SQL Server 2019 supports the R, Python, and Java Language Extensions. These language extensions provide many benefits to developers. They provide data security, rapid speed for deployment, and ease of integration.
My response to this is roughly the same as what Panagiotis Kanavos put in a GitHub issue. F#, being a functional programming language intended for things like data analysis, would be a no-brainer. And the choice of Windows-only support probably helped get it out the door faster, but can be limiting over time.
I guess the short version is, we’ll see what the community does with this. I’d also like to see how it compares to CLR on actions. My guess is that it’ll be slower based on the way the R and Python engines work, but that’s just a guess. Overall, I’m happy this exists and want it to be more useful.